-56.0%
BSX vs MA
+20.2%
-76.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.5% | -1.8% | +0.3% | -1.0% |
| 30D | +2.9% | +11.0% | -8.1% | +0.5% |
| 3M | -11.8% | +17.9% | -29.7% | -15.1% |
| 6M | -15.4% | +33.2% | -48.6% | -20.3% |
| YTD | -52.7% | +16.5% | -69.2% | -53.9% |
| 1Y | -56.0% | +19.1% | -75.1% | -56.9% |
| All | -56.0% | +20.2% | -76.2% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling